Vintage treasures: Why Christina Hendricks would rather be wearing a turtleneck

Fashion has played a major part in her career, from her days as a model to her unmistakable silhouette in Mad Men.

It is 1961. In a dowdy, spartan east London flat, a teenage girl and her lifelong best friend are getting antsy and angsty about The Bomb. Both were born on the day the Little Boy atomic weapon was dropped on Hiroshima at the close of the Second World War, and the shadow of global apocalypse has always been with them. Adolescent turmoil mixes with doomy paranoia and a grinding, grey home life…

This is the backdrop of Ginger & Rosa, the new film from British auteur Sally Potter (Orlando). Playing Ginger – so called because of the colour of her hair – is Elle Fanning, 14-year-old star of Super 8 and We Bought A Zoo. Playing her mother Natalie is another American, the most famous redhead actress du jour, Christina Hendricks.

"She's a kinda bohemian 1960s girl," says the 37-year-old of her character. "She wears cigarette pants and artist's blouses. Smocky-type of things, turtlenecks. It's cool," she grins. "It's much more like how I would probably dress myself."

It's a stylistic and cultural world away from Hendricks' day job. As the formidable Joan Holloway in Mad Men, she's habitually turned out in dresses so figure-hugging they feel armour-plated. Even though Ginger & Rosa is set only one year after the period in which the opening season of the award-winning TV show began, the two milieus couldn't be further apart. Madison Avenue is bright, thrusting, sexy; through Potter's artful lens, east London feels almost Victorian in its drabness.

This contrast was one of the things that appealed to Hendricks about the low-budget Brit film. Earlier this year, in the hiatus between shooting seasons five and six of Mad Men, she spent six weeks filming in London. She loved Potter's script, and enjoyed trying out her British accent. And Fanning – who was a revelation in Sofia Coppola's Somewhere (2010) – "was wonderful to work with, because she's extraordinarily… um… um…"

Precocious? Poised? Sophisticated?

"No, she's none of those things," she laughs. "Professional, that's the word I was looking for. She's incredibly professional. She's a pro – she's been doing this for a long time. And here she is, a fashion icon and she's only 14 years old."

In her own teenage years, before relocating to Los Angeles and beginning her acting career, Hendricks was a model. She left her home in Idaho and worked in New York and London (she spent a year in the UK between 1996 and 1997). Back then was she as "professional" as her young Ginger & Rosa co-star?

"I'd like to say I was. Honestly! I mean, I also started much later than Elle. I didn't move to New York till I was 18 years old. And I very much treated modelling like a business. I was that girl who saved every receipt – I kept my books at the end of the day. And I really took advantage of the opportunities that I got. Any time I got to travel on fashion assignments, I was off sightseeing on the weekends and making sure that I was learning. I didn't go to college, so that was my education, travelling around the world and getting to go to these amazing cities."

Hendricks recalls trips to Japan where, in her fleeting down time away from photoshoots, she'd make like a tourist. "I'd wake up the other girls who were modelling with me and say, 'Anyone wanna go to Kamakura and see the Great Buddha?' And they were like, [groggy] 'We partied too late last night…' And I was like, [perky] 'All right, see ya!' And I'd just go by myself, and it was," she beams, "awesome."

Modelling was an all-round "amazing" experience. Hendricks says that throughout her time in front of the fashion camera, she was incredulous that she could make a living this way: "Someone's paying me to take my picture? This is crazy!" But she was also level-headed enough to know "how extraordinary the circumstances were and how lucky I was, and that it wasn't gonna last forever, and [that you needed to] hang up your clothes at the end of the day and be professional and show up on time – and not lose these opportunities.

"But at the same time," she adds, "there's no union for models, and because they're such young girls, no one's really standing up for them, and they get taken advantage of. You know, you go on a business trip and they'll cram five of you in one hotel room and not pay you for the job cos it's a privilege to be in the magazine, things like that."

Not to mention the predatory older males who swarm around young models. "Yeah, I know that exists. But maybe I was deflecting in such a way that they didn't really approach me, but I didn't really deal with that that much. I'm not sure what I did right or wrong…"

Maybe she was too much of a boring square who wanted to hang out at the Great Buddha? "Yeah! I guess I was supposed to go out to the clubs!" she hoots.

For Hendricks, the allure of modelling began fading when she found herself being booked less often for jobs and stuck in London with "£10 left to my name". Her mother had been keen to move "somewhere warm" for a while, and her brother had already settled in LA. Her mother suggested they join him. "I said, 'I dunno, I think you need a car to live there, and I don't have a car, I've been living in New York and London.' And she was like, 'You can have my old car, I need a new car anyway.'"

Hendricks duly upped sticks again. A big music fan, she thought she might try for a job in the music industry. Or, having done theatre throughout her teenage years, she might give acting a go. "But I thought I should get a modelling agency in the meantime to make some money while I looked into record companies or something like that. And for some reason I started working all the time as a model in LA, which is not considered a fashion city by any means. But I started doing commercials all the time, and a lot of catalogue work and advertisements for make-up."

All of which stood her in good stead when she landed her part in Mad Men six years ago. After Jon Hamm's Don Draper, Joan Holloway is probably the most beloved character on the show. She has gradually worked her way up from the typing pool to a position of authority and power, and in the recent season she had some of the best story lines, ditching her husband and sleeping with a client to secure a partnership in the firm.

Hendricks loves everything about the character, for which she was recently nominated for an Emmy (she lost out to Downton Abbey's Dame Maggie Smith). The scripts are consistently dazzling, and the crew's attention to period detail makes her job that bit easier.

"Janie Bryant is an amazing costume designer," she enthuses, "and has storyboards and look books and tear sheets for each and every character. She wants the character to have a sense of their own style, but still taking the influences of the time. I like that you won't just see, all of a sudden, everyone's mod one year! They're still people who think, 'Ooh, should I take that fashion risk? Should I wear colour-blocking this year?' And that will slowly percolate through, and you'll start to see the secretaries in the office all of a sudden wearing A-lines… I think it's fun how subtly it changes each year."

Filming starts on season six this month. The action is seemingly moving on to 1967 and 1968. Will we start to see hippie/psychedelic fashions on Joan? "I would assume we're certainly going to see it in the crowd and street scenes. I don't know who's going to show up to work in Pucci!" Hendricks says, smiling again. "But it's got to creep in somewhere."

'Ginger & Rosa' is in cinemas on 19 October. 'Mad Men' season five is out on DVD on 5 November